Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 443,874 CHF | 444,592 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 441,298 CHF | 442,035 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 442,012 CHF | 442,749 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 74,000 | 74,000 | 73,654 | 73,654 | 443,048 CHF | 443,784 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 440,139 CHF | 440,862 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 442,568 CHF | 443,304 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 442,225 CHF | 442,942 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 447,969 CHF | 448,686 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 444,583 CHF | 445,300 CHF | 99.18% | 99.18% |
07/11/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 440,544 CHF | 441,269 CHF | 100.00% | 100.00% |